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VGT vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

VGT vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Information Technology ETF (VGT) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VGT achieves a 24.69% return, which is significantly higher than BTC-USD's -31.78% return. Over the past 10 years, VGT has underperformed BTC-USD with an annualized return of 25.34%, while BTC-USD has yielded a comparatively higher 56.82% annualized return.


VGT

1D
-1.92%
1M
-5.50%
YTD
24.69%
6M
24.69%
1Y
43.49%
3Y*
29.21%
5Y*
19.14%
10Y*
25.34%

BTC-USD

1D
2.00%
1M
-16.29%
YTD
-31.78%
6M
-31.78%
1Y
-43.53%
3Y*
24.93%
5Y*
12.04%
10Y*
56.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGT vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGT
Vanguard Information Technology ETF
24.69%21.77%29.30%52.66%-29.70%30.45%46.04%48.62%2.46%37.08%
BTC-USD
Bitcoin
-31.78%-6.27%120.76%155.82%-64.23%59.40%304.57%94.10%-73.37%1,324.24%

Correlation

The correlation between VGT and BTC-USD is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

Correlation (5Y)
Calculated over the trailing 5-year period

0.30

Correlation (10Y)
Calculated over the trailing 10-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Oct 16, 2012

0.13

Over the past year, VGT and BTC-USD have become more correlated (0.35) than their long-term average of 0.13, meaning their price movements have been converging.

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Return for Risk

VGT vs. BTC-USD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VGT
VGT Risk / Return Rank: 6161
Overall Rank
VGT Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VGT Sortino Ratio Rank: 6060
Sortino Ratio Rank
VGT Omega Ratio Rank: 6060
Omega Ratio Rank
VGT Calmar Ratio Rank: 6363
Calmar Ratio Rank
VGT Martin Ratio Rank: 5454
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 2424
Overall Rank
BTC-USD Sharpe Ratio Rank: 99
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3131
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 2828
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 4343
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 1212
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VGT vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Information Technology ETF (VGT) and Bitcoin (BTC-USD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VGTBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+2.92

Sortino ratioReturn per unit of downside risk

+3.92

Omega ratioGain probability vs. loss probability

1.32

0.85

+0.47

Calmar ratioReturn relative to maximum drawdown

2.66

-0.82

+3.48

Martin ratioReturn relative to average drawdown

7.95

-1.39

+9.34

VGT vs. BTC-USD - Sharpe Ratio Comparison

The current VGT Sharpe Ratio is 1.90, which is higher than the BTC-USD Sharpe Ratio of -1.01. The chart below compares the historical Sharpe Ratios of VGT and BTC-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VGT vs. BTC-USD - Drawdown Comparison

The maximum VGT drawdown since its inception was -54.63%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for VGT and BTC-USD.


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Drawdown Indicators


VGTBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-54.63%

-85.30%

+30.67%

Max Drawdown (1Y)

Largest decline over 1 year

-16.40%

-53.08%

+36.68%

Max Drawdown (3Y)

Largest decline over 3 years

-27.23%

-53.08%

+25.85%

Max Drawdown (5Y)

Largest decline over 5 years

-35.07%

-76.67%

+41.60%

Max Drawdown (10Y)

Largest decline over 10 years

-35.07%

-83.80%

+48.73%

Current Drawdown

Current decline from peak

-6.69%

-52.14%

+45.45%

Average Drawdown

Average peak-to-trough decline

-7.95%

-42.47%

+34.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.48%

32.43%

-26.95%

Volatility

VGT vs. BTC-USD - Volatility Comparison

The current volatility for Vanguard Information Technology ETF (VGT) is 11.38%, while Bitcoin (BTC-USD) has a volatility of 12.69%. This indicates that VGT experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGTBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.38%

12.69%

-1.31%

Volatility (6M)

Calculated over the trailing 6-month period

18.95%

34.87%

-15.92%

Volatility (1Y)

Calculated over the trailing 1-year period

23.00%

35.71%

-12.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.62%

44.01%

-18.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.77%

56.37%

-31.60%

Frequently Asked Questions


VGT and BTC-USD have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTC-USD has higher volatility (12.69%) compared to VGT (11.38%). In terms of maximum drawdown, VGT dropped -54.63% vs BTC-USD's -85.30%.

VGT currently has the higher Sharpe Ratio (1.90 vs -1.01), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for VGT and BTC-USD

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